+148.5%
VLO vs MMM
+10.4%
+138.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.2% |
| 7D | +5.8% | -1.6% | +7.4% | +5.5% |
| 30D | +28.3% | -8.0% | +36.3% | +26.8% |
| 3M | +48.7% | +9.4% | +39.4% | +50.4% |
| 6M | +71.9% | +10.2% | +61.7% | +75.6% |
| YTD | +138.7% | +6.1% | +132.6% | +143.4% |
| 1Y | +148.5% | +10.8% | +137.7% | +156.0% |
| All | +148.5% | +10.4% | +138.1% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling